Merge pull request #1741 from quantopian/remove-adj-method

Remove ContinuousFuture adjustment method
This commit is contained in:
David Michalowicz
2017-04-05 16:24:24 -04:00
committed by GitHub
+1 -9
View File
@@ -86,7 +86,6 @@ cdef class ContinuousFuture:
cdef readonly object exchange
cdef readonly object adjustment
cdef readonly object _adjustment_children
_kwargnames = frozenset({
'sid',
@@ -105,8 +104,7 @@ cdef class ContinuousFuture:
object start_date,
object end_date,
object exchange,
object adjustment=None,
dict adjustment_children=None):
object adjustment=None):
self.sid = sid
self.sid_hash = hash(sid)
@@ -117,7 +115,6 @@ cdef class ContinuousFuture:
self.start_date = start_date
self.end_date = end_date
self.adjustment = adjustment
self._adjustment_children = adjustment_children
def __int__(self):
@@ -255,11 +252,6 @@ cdef class ContinuousFuture:
calendar = get_calendar(self.exchange)
return calendar.is_open_on_minute(dt_minute)
def adj(self, style):
try:
return self._adjustment_children[style]
except KeyError:
return None
cdef class ContractNode(object):